This code will result in a message box similar to this one, which will close automatically after 10 seconds:

Message boxes asking for user input are possible too:

> usermessage.vbs ECHO WScript.Echo InputBox( "Where were you born?", "Place of Birth", "London" )
FOR /F "tokens=*" %%A IN ('CSCRIPT.EXE //NoLogo usermessage.vbs') DO SET PlaceOfBirth=%%A
ECHO You were born in %PlaceOfBirth%
DEL usermessage.vbs

This code will result in a message box similar to this one:

Unfortunately, combining these input and output dialogs into a single dialog box isn't possible, to do that read the next section.

Internet Explorer

More advanced message boxes, input, output and any combination, including (masked) password prompts, can be created using VBScript and Internet Explorer.
However, I would not recommend creating them on the fly.

:: Note: delims is a TAB
FOR /F "tokens=1,2 delims= " %%A IN ('CSCRIPT //NoLogo IELOGIN2.VBS') DO (
SET Name=%%˜A
SET Password=%%˜B
)
ECHO The password of %Name% is %Password%

This is what the dialog box will look like:

See the VBScript Scripting Techniques section for other advanced user message dialogs.
You may need to modify the first lines of code to display the results all on one line, as is the case in IELogin2.vbs.